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Control of some partially observed linear stochastic systems with fractional Brownian motions.

Tyrone E. DuncanBozenna Pasik-Duncan
Published in: CDC/ECC (2011)
Keyphrases
  • partially observed
  • stochastic systems
  • optimal control
  • stochastic models
  • conservation laws
  • control system
  • control strategy
  • least squares
  • worst case
  • human motion
  • random fields